-25.7%
FN vs INCY
+20.6%
-46.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -6.2% |
| 7D | -7.0% | +5.1% | -12.1% | -7.4% |
| 30D | -24.7% | +7.6% | -32.4% | -25.3% |
| 3M | -35.7% | +1.9% | -37.5% | -35.8% |
| 6M | -52.4% | +26.5% | -78.9% | -57.4% |
| YTD | -25.0% | +24.4% | -49.3% | -32.1% |
| 1Y | -25.7% | +19.4% | -45.0% | -31.4% |
| All | -25.7% | +20.6% | -46.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling